+124.4%
HSY vs DG
+105.2%
+19.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +6.1% | +3.2% | +2.9% | +5.4% |
| 3M | -5.6% | +10.4% | -16.1% | -7.6% |
| 6M | -9.5% | +33.2% | -42.7% | -14.7% |
| YTD | -2.1% | +3.0% | -5.1% | -3.4% |
| 1Y | +0.8% | +31.2% | -30.4% | -5.5% |
| 3Y | -2.1% | +21.8% | -24.0% | -10.9% |
| 5Y | +11.2% | -35.0% | +46.2% | +16.7% |
| All | +124.4% | +105.2% | +19.2% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling